Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solutions to BSDEs driven by both standard and fractional Brownian motions |
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Solutions to BSDEs driven by both standard and fractional Brownian motions (English)
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3 July 2013
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fractional Brownian motion
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Malliavin calculus
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fractional Itô formula
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quasi-conditional expectation
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SFBSDE
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